On estimation of the diagonal elements of a sparse precision matrix

Samuel Balmand; Arnak S. Dalalyan

doi:10.1214/16-ejs1148

On estimation of the diagonal elements of a sparse precision matrix

Electronic Journal of Statistics ◽

10.1214/16-ejs1148 ◽

2016 ◽

Vol 10 (1) ◽

pp. 1551-1579 ◽

Cited By ~ 1

Author(s):

Samuel Balmand ◽

Arnak S. Dalalyan

Keyword(s):

Precision Matrix ◽

Sparse Precision Matrix

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A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation

Journal of the American Statistical Association ◽

10.1198/jasa.2011.tm10155 ◽

2011 ◽

Vol 106 (494) ◽

pp. 594-607 ◽

Cited By ~ 282

Author(s):

Tony Cai ◽

Weidong Liu ◽

Xi Luo

Keyword(s):

Precision Matrix ◽

Matrix Estimation ◽

Sparse Precision Matrix

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Adjusting for high-dimensional covariates in sparse precision matrix estimation byℓ1-penalization

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2013.01.005 ◽

2013 ◽

Vol 116 ◽

pp. 365-381 ◽

Cited By ~ 15

Author(s):

Jianxin Yin ◽

Hongzhe Li

Keyword(s):

High Dimensional ◽

Precision Matrix ◽

Matrix Estimation ◽

Sparse Precision Matrix

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Generalized Sparse Precision Matrix Selection for Fitting Multivariate Gaussian Random Fields to Large Data Sets

Statistica Sinica ◽

10.5705/ss.202017.0091 ◽

2018 ◽

Cited By ~ 1

Author(s):

S. Davanloo Tajbakhsh ◽

N.S. Aybat ◽

E. del Castillo

Keyword(s):

Random Fields ◽

Large Data ◽

Gaussian Random Fields ◽

Large Data Sets ◽

Data Sets ◽

Precision Matrix ◽

Multivariate Gaussian ◽

Selection For ◽

Multivariate Gaussian Random Fields ◽

Sparse Precision Matrix

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Stochastic local interaction model with sparse precision matrix for space–time interpolation

Spatial Statistics ◽

10.1016/j.spasta.2019.100403 ◽

2020 ◽

Vol 40 ◽

pp. 100403 ◽

Cited By ~ 3

Author(s):

Dionissios T. Hristopulos ◽

Vasiliki D. Agou

Keyword(s):

Interaction Model ◽

Space Time ◽

Local Interaction ◽

Precision Matrix ◽

Sparse Precision Matrix

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Estimating sparse precision matrix: Optimal rates of convergence and adaptive estimation

The Annals of Statistics ◽

10.1214/13-aos1171 ◽

2016 ◽

Vol 44 (2) ◽

pp. 455-488 ◽

Cited By ~ 37

Author(s):

T. Tony Cai ◽

Weidong Liu ◽

Harrison H. Zhou

Keyword(s):

Adaptive Estimation ◽

Rates Of Convergence ◽

Precision Matrix ◽

Optimal Rates Of Convergence ◽

Sparse Precision Matrix

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On the inconsistency of ℓ 1-penalised sparse precision matrix estimation

BMC Bioinformatics ◽

10.1186/s12859-016-1309-x ◽

2016 ◽

Vol 17 (S16) ◽

Cited By ~ 4

Author(s):

Otte Heinävaara ◽

Janne Leppä-aho ◽

Jukka Corander ◽

Antti Honkela

Keyword(s):

Precision Matrix ◽

Matrix Estimation ◽

Sparse Precision Matrix

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Scene Labeling Using Sparse Precision Matrix

2016 IEEE Conference on Computer Vision and Pattern Recognition (CVPR) ◽

10.1109/cvpr.2016.397 ◽

2016 ◽

Cited By ~ 4

Author(s):

Nasim Souly ◽

Mubarak Shah

Keyword(s):

Precision Matrix ◽

Scene Labeling ◽

Sparse Precision Matrix

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Sparse precision matrix estimation via lasso penalized D-trace loss

Biometrika ◽

10.1093/biomet/ast059 ◽

2014 ◽

Vol 101 (1) ◽

pp. 103-120 ◽

Cited By ~ 39

Author(s):

T. Zhang ◽

H. Zou

Keyword(s):

Precision Matrix ◽

Matrix Estimation ◽

Sparse Precision Matrix

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Efficient Distributed Estimation of High-dimensional Sparse Precision Matrix for Transelliptical Graphical Models

Acta Mathematica Sinica English Series ◽

10.1007/s10114-021-9553-z ◽

2021 ◽

Vol 37 (5) ◽

pp. 689-706

Author(s):

Guan Peng Wang ◽

Heng Jian Cui

Keyword(s):

Graphical Models ◽

Distributed Estimation ◽

High Dimensional ◽

Precision Matrix ◽

Sparse Precision Matrix

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A Greedy Algorithm for Sparse Precision Matrix Approximation

Journal of Computational Mathematics ◽

10.4208/jcm.2005-m2019-0151 ◽

2021 ◽

Vol 39 (5) ◽

pp. 655-669

Author(s):

DidiLv & XiaoqunZhang

Keyword(s):

Greedy Algorithm ◽

Matrix Approximation ◽

Precision Matrix ◽

Sparse Precision Matrix

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